Module DSCRM in IMSLSPerform a linear or a quadratic discriminant function analysis among several known groups.
CALL DSCRM (IDO, NROW, NVAR, NCOL, X, LDX, IND, IFRQ, IWT, IGRP, NGROUP, IMTH, IPRINT, PRIOR, NI, XMEAN, LDXMEA, COV, LDCOV, COEF, LDCOEF, ICLASS, PROB, LDPROB, CLASS, LDCLAS, D2, LDD2, STAT, NRMISS)| L12 | Discriminant analysis |